+449.8%
VLO vs EXPD
+62.8%
+387.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.9% | +2.8% |
| 7D | -0.4% | -1.6% | +1.1% | +0.1% |
| 30D | -16.6% | +0.6% | -17.2% | -16.7% |
| 3M | +12.3% | +9.8% | +2.5% | +9.0% |
| 6M | +47.8% | +25.8% | +22.1% | +37.4% |
| YTD | +126.7% | +31.3% | +95.5% | +106.3% |
| 1Y | +105.4% | +40.9% | +64.4% | +82.2% |
| 3Y | +222.0% | +74.7% | +147.3% | +162.8% |
| 5Y | +449.8% | +62.9% | +387.0% | +325.9% |
| All | +449.8% | +62.8% | +387.0% | +325.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EXPD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling